Aerial searches were ongoing using both military helicopters and aircraft.
Dadaab is the world's largest refugee camp.
The two men and two women who work with the Norwegian Refugee Council (NRC), come from Canada, Norway, Pakistan and the Philippines. A Kenyan driver was killed and two others were wounded during Friday's attack.
"The search is intensifying and more security forces have been sent to make every effort possible but, so far, no one has been recovered," Kenyan army spokesperson Cyrus Oguna told AFP.
Aerial searches were ongoing using both military helicopters and aircraft, while vehicles and troops on foot searched the remote scrubland either side of the porous border with Somalia.
Kenya, which invaded southern Somalia in October to attack Al-Qaeda linked Islamist insurgents, has troops some 120km deep into Somalia. However, the forces control only pockets of the vast territory.
Hopeful of a positive outcome
But despite fears the gunmen and their hostages would head for Somalia – some 100km from Dadaab – Oguna said he was still hopeful they remained inside Kenya.
"We are thinking that they are in Kenya, we are making every effort that we can, and we are hopeful of a positive outcome," he added.
The aid workers' vehicle, which the gunmen stole after killing the driver, was found abandoned a few hours after the attack.
NRC is working to support some 465 000 inhabitants in the Dadaab complex, which constitutes Kenya's third-biggest town in terms of population.
The kidnapping is the latest in a series of attacks in Dadaab, where gunmen last October seized two Spaniards working for Medecins sans Frontieres (Doctors Without Borders). They are still being held hostage in Somalia.
Blocked registration
The abduction of the Spaniards was one of the incidents that spurred Kenya to send troops and tanks into Somalia to fight the Shebab insurgents Nairobi blames for abductions and for cross-border raids.
However, Kenya has also voiced concern that Dadaab too poses a security threat, and has blocked registration of new refugees to the camp.
"The information we have is that the attackers came from the camp, and it raises serious questions that if they were refugees, how they got into the camp armed," Kenyan Defence Minister Yusuf Haji said.
The Shebab still control large parts of southern Somalia, despite recent losses to African Union troops, government forces and Ethiopian soldiers, who have wrested several key bases from the insurgents.
Representatives of the countries of those kidnapped said they were ensuring every effort is made to secure the release of the aid workers.
"We are pursuing all appropriate channels… We will not comment or release any information which may compromise these efforts," said Canadian foreign ministry spokesman Claude Rochon, adding that the "first priority is the safety and security" of its citizens.
Philippine foreign affairs spokesman Raul Hernandez said the embassy in Nairobi had asked the Kenyan government for assistance, and was coordinating with the embassies of the other hostages. – Sapa-AFP